+47.0%
LVS vs YUM
+1,171.4%
-1,124.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +2.1% |
| 7D | -3.5% | -6.1% | +2.6% | +1.0% |
| 30D | -6.2% | -5.8% | -0.4% | -2.3% |
| 3M | -14.8% | -7.6% | -7.2% | -10.5% |
| 6M | -20.9% | -9.1% | -11.7% | -16.4% |
| YTD | -33.0% | -5.5% | -27.5% | -31.7% |
| 1Y | -20.0% | -3.7% | -16.3% | -20.2% |
| 3Y | -6.9% | +17.8% | -24.7% | -22.3% |
| 5Y | +9.1% | +19.3% | -10.2% | -9.1% |
| 10Y | -1.1% | +170.7% | -171.8% | -59.2% |
| All | +47.0% | +1,171.4% | -1,124.4% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling